-46.6%
APTV vs CLBK
+65.5%
-112.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | -1.5% | -3.6% | -4.2% |
| 30D | -6.1% | -1.0% | -5.0% | -5.6% |
| 3M | -33.0% | +22.9% | -55.9% | -40.6% |
| 6M | -35.2% | +44.2% | -79.4% | -47.7% |
| YTD | -40.1% | +64.0% | -104.1% | -55.2% |
| 1Y | -45.6% | +65.7% | -111.3% | -59.8% |
| 3Y | -54.4% | +54.1% | -108.4% | -66.2% |
| 5Y | -68.9% | +44.7% | -113.6% | -78.8% |
| All | -46.6% | +65.5% | -112.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling